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Тема: Volume Data in Experts

  1. #11
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    Can I use these indicator files on mt5?

  2. #12
    aorekhov@rambler.ru
    Гость
    Hi
    The short answer is probably not. I'm not coding for mt5 and don't know how to make it compatible.
    The key point for this topic is not just creating new indicators. This topic is to help creating Experts using Volume and Delta data and ability to check trading strategy on history. Therefore Indicator Template and just example of one Indicator is made to use them on Visual Test Expert result. You can put this indicators chart on after run Expert test and do result analysis.
    This Indicator also not fit for real time trading, as I sad before it have to be used only on history.

  3. #13
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    Hi,

    thank you for your response and sorry i was not clear, i imported the indicator into mt5, but when i run the back testing, it is blank.

    I got a response from ClusterDelta with the following about this issue:

    "the one of the main feature of ClusterDelta indicators is asynchronous calls to DLL. It allows indicators to get remote data into the terminal without freezing the main thread but it has some difficulties like you have in backtesting.
    To use an indicator in backtesting you should call it and wait for the data. After you have to use just cached data. I offer indicators in source code so a better decision is to implement some part of code that downloads data from the server.
    This part should download data into cache and after you may use it in backtesting. To be honest I never did it in MT so I can not advise the best solution.

    Please check this topics:
    http://forum.clusterdelta.com/showthread.php/9715
    http://forum.clusterdelta.com/showth...ata-in-Experts "

    is it is possible but unfortunately i not skilled enough to do this. i was hoping someone has created an Expert Advisor that pulls the history to allow the indicators to work during back testing.

    if anyone can help would be greatly appreciated.

  4. #14
    aorekhov@rambler.ru
    Гость
    Цитата Сообщение от Bream Посмотреть сообщение
    Hi,

    thank you for your response and sorry i was not clear, i imported the indicator into mt5, but when i run the back testing, it is blank.

    I got a response from ClusterDelta with the following about this issue:

    "the one of the main feature of ClusterDelta indicators is asynchronous calls to DLL. It allows indicators to get remote data into the terminal without freezing the main thread but it has some difficulties like you have in backtesting.
    To use an indicator in backtesting you should call it and wait for the data. After you have to use just cached data. I offer indicators in source code so a better decision is to implement some part of code that downloads data from the server.
    This part should download data into cache and after you may use it in backtesting. To be honest I never did it in MT so I can not advise the best solution.

    Please check this topics:
    http://forum.clusterdelta.com/showthread.php/9715
    http://forum.clusterdelta.com/showth...ata-in-Experts "

    is it is possible but unfortunately i not skilled enough to do this. i was hoping someone has created an Expert Advisor that pulls the history to allow the indicators to work during back testing.

    if anyone can help would be greatly appreciated.
    Hi
    I did this Expert exactly for this reason. As well it can be used for real trading. In last Expert version I add option to make daily Vol & Delta data file. And this data is easy to use as source for indicator. I can suggest you to run Expert in MT4 to get daily Vol & Delta data files. Then Just copy files in MT5. Then in your indicator you need to add option to read data from this file at time of each day beginning. In my Indicator I just fill the Volume & Delta Array [hh:mm]. Later in indicator calculation just take the data According to bar time.
    Just be aware that for some reason my Expert can stop writing data in files on long history for M1 and M5 timeframes. In this case just run the Expert from date with last recorded data (do not forget to delete last recorded file, as data in it is not complete). I had to split 2018 till now period on 3 parts to get full history data. This need only for 1st time to collect all data. As soon as data is written to files Expert can work on all history period.

  5. #15
    aorekhov@rambler.ru
    Гость
    Добавил инвертирование данных по парам USDJPY, USDCAD, USDCHF в формат форекса, ask / bid меняются местами. И в уже в этом виде данные записываются в файл объемов дельты. Теперь эти файлы данных для этих валютных пар можно использовать для тестирования советника из темы "FootPrint в торговом роботе".


    Volume & Delta template Expert v2.mq4

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